Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 0.341502 0.374952 0.411815 0.455753 0.507092 0.565681 0.638327
2025-11-23 0.307574 0.351640 0.403348 0.469466 0.553218 0.657886 0.802177
2025-11-30 0.279322 0.328598 0.389093 0.470627 0.580649 0.728840 0.953052
2025-12-07 0.256423 0.308317 0.374295 0.467038 0.598905 0.788382 1.100461
2025-12-14 0.237306 0.290324 0.359657 0.460549 0.610513 0.838606 1.244986
2025-12-21 0.220148 0.273061 0.343834 0.449772 0.613186 0.874247 1.373569
2025-12-28 0.211853 0.266783 0.342116 0.458549 0.646050 0.963743 1.628104
2026-01-04 0.206173 0.263456 0.343959 0.472406 0.688542 1.078273 1.978946
2026-01-11 0.196071 0.253070 0.334535 0.467453 0.698274 1.134133 2.223268
2026-01-18 0.190118 0.248154 0.332691 0.474193 0.729129 1.237987 2.641981
2026-01-25 0.178726 0.234589 0.316739 0.456034 0.711793 1.237453 2.769410
2026-02-01 0.168225 0.221809 0.301221 0.437310 0.691139 1.225865 2.860158
2026-02-08 0.162362 0.215830 0.296185 0.436583 0.706154 1.301073 3.297533
2026-02-15 0.159927 0.214835 0.298863 0.449455 0.750053 1.457539 4.184713
2026-02-22 0.155242 0.210117 0.295201 0.450551 0.769775 1.559381 4.975597
2026-03-01 0.150051 0.204342 0.289427 0.447190 0.779380 1.637096 5.765128
2026-03-08 0.144735 0.198117 0.282533 0.441110 0.782074 1.696273 6.556292
2026-03-15 0.139054 0.191073 0.273890 0.431003 0.774259 1.722019 7.189522
2026-03-22 0.136998 0.189687 0.274710 0.439235 0.810608 1.901095 9.473547
2026-03-29 0.135831 0.189655 0.277810 0.452222 0.860866 2.151855 13.669754
2026-04-05 0.131880 0.184918 0.272441 0.447582 0.865963 2.240707 16.515668
2026-04-12 0.129863 0.183259 0.272394 0.453896 0.900783 2.464937 23.875209
2026-04-19 0.124440 0.175775 0.261617 0.436877 0.870391 2.402768 24.397235